FIDELITY ENHANCED LARGE CAP GROWTH ETF
Symbol: FELG
Exchange: NYSE
Sector: Technology
Category: Large Growth
Inception date: 19/04/2007
Latest date: 16/07/2026
Current price: $43.25
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.97%
Ann. 112.56% (Sharpe / Sortino numerator)
Volatility
11.27%
Sharpe ratio
9.664
VaR 95%
-0.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.73%
Ann. 66.90% (Sharpe / Sortino numerator)
Volatility
18.16%
Sharpe ratio
3.485
VaR 95%
-1.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.31%
Ann. 15.35% (Sharpe / Sortino numerator)
Volatility
16.41%
Sharpe ratio
0.715
VaR 95%
-1.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.89%
Ann. 29.68% (Sharpe / Sortino numerator)
Volatility
15.49%
Sharpe ratio
1.682
VaR 95%
-1.68%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
31.01%
Ann. 14.52% (Sharpe / Sortino numerator)
Volatility
21.49%
Sharpe ratio
0.505
VaR 95%
-2.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
73.71%
Ann. 23.36% (Sharpe / Sortino numerator)
Volatility
19.94%
Sharpe ratio
0.987
VaR 95%
-2.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.064%
Best day
3.908%
Worst day
-3.429%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $43.74 | $43.81 | $43.06 | $43.25 | 237,500 |
| 15/07/2026 | $44.16 | $44.16 | $43.55 | $44.09 | 291,100 |
| 14/07/2026 | $43.83 | $44.04 | $43.58 | $43.94 | 438,600 |
| 13/07/2026 | $43.75 | $43.87 | $43.34 | $43.41 | 315,500 |
| 10/07/2026 | $43.85 | $44.19 | $43.62 | $44.19 | 184,800 |
| 09/07/2026 | $43.63 | $43.96 | $43.38 | $43.89 | 180,100 |
| 08/07/2026 | $42.80 | $43.36 | $42.70 | $43.33 | 285,400 |
| 07/07/2026 | $43.24 | $43.34 | $42.80 | $43.17 | 288,600 |
| 06/07/2026 | $43.38 | $43.73 | $43.29 | $43.62 | 275,900 |
| 02/07/2026 | $43.53 | $43.80 | $42.66 | $43.00 | 377,600 |